SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.060 | ||||
Diff. absolute / % | -0.02 | -2.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276780389 |
Valor | 127678038 |
Symbol | EFZHJB |
Strike | 10.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.98 |
Time value | 0.06 |
Implied volatility | 0.61% |
Leverage | 4.31 |
Delta | 1.00 |
Distance to Strike | -2.94 |
Distance to Strike in % | -21.87% |
Average Spread | 1.43% |
Last Best Bid Price | 1.05 CHF |
Last Best Ask Price | 1.06 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 234,537 CHF |
Average Sell Value | 79,304 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |